Defines a multivariate probability distribution.
Computes the log density; custom laws should override the PDF fallback.
Compatibility log-density fallback for custom multivariate distributions. Override this binding to compute log densities without PDF underflow.
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| class(multivariate_distribution), | intent(in) | :: | this |
Multivariate distribution whose PDF is evaluated. |
||
| real(kind=real64), | intent(in), | dimension(:) | :: | x |
Multivariate evaluation point. |
Log PDF; zero density gives -infinity, negative/NaN density gives NaN.
Computes the probability density function.
Defines an interface for a multivariate probability distribution function.
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| class(multivariate_distribution), | intent(in) | :: | this |
The distribution object. |
||
| real(kind=real64), | intent(in), | dimension(:) | :: | x |
The values at which to evaluate the function. |
The value of the function.